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Estimation of zero-intelligence models by L1 data - MaRDI portal

Estimation of zero-intelligence models by L1 data (Q4554513)

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scientific article; zbMATH DE number 6979541
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English
Estimation of zero-intelligence models by L1 data
scientific article; zbMATH DE number 6979541

    Statements

    title
    Estimation of zero-intelligence models by L1 data (English)
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    author
    Martin Šmíd
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    publication date
    14 November 2018
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    zbMATH DE Number
    6979541
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    zbMATH Keywords
    limit order market
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    stochastic models
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    econometric methods
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    OpenAlex ID
    W1579043027
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    arXiv ID
    1504.05714
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